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- Fri Apr 04, 2014 1:43 pm
- Forum: Estimation
- Topic: Weakly exogenous variables - Cointegration
- Replies: 0
- Views: 3581
Weakly exogenous variables - Cointegration
Hi there, I have searched the forums and the manual and can't find an answer for this question, so any help would be much appreciated! I have been using the Johansen procedure to test for multivariate cointegration between log of GDP (gdp), log of money supply (m) and the long-term interest rate (R)...